Construction of branching diffusion processes and their optimal stochastic control

DOI10.1007/BF01442107zbMATH Open0417.93040OpenAlexW2080242118MaRDI QIDQ755484FDOQ755484

Authors: S. Ustunel 

Publication date: 1981

Published in: Applied Mathematics and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf01442107

zbMATH Keywords

optimal stochastic controlbranching diffusion processes

Mathematics Subject Classification ID

Control/observation systems governed by partial differential equations (93C20)

Cites Work

• Diffusion processes associated with L�vy generators
• Diffusion processes with boundary conditions
• Survey of Measurable Selection Theorems
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• Branching Markov processes. I
• On degenerate elliptic-parabolic operators of second order and their associated diffusions
• Diffusion processes with continuous coefficients, I
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Cited In (4)

• Optimal control of branching diffusion processes: a finite horizon problem
• Some applications of stochastic integration in infinite dimensions
• Mean field games with branching
• A stochastic target problem for branching diffusion processes

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